Soc. Generale Put 80 SRE 17.01.2025
/ DE000SY01B08
Soc. Generale Put 80 SRE 17.01.20.../ DE000SY01B08 /
| 10/4/2024 9:42:48 PM |
Chg.-0.010 |
Bid9:59:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.250
Bid Size: 10,000 |
-
Ask Size: - |
Sempra |
80.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SY01B0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.24 |
| Time value: |
0.25 |
| Break-even: |
70.39 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-10.57 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.200 |
| High: |
0.260 |
| Low: |
0.190 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-58.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.330 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
